Model selection using the estimative and the approximate \(p^*\) predictive densities (Q1585871)

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scientific article; zbMATH DE number 1529860
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    Model selection using the estimative and the approximate \(p^*\) predictive densities
    scientific article; zbMATH DE number 1529860

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      Model selection using the estimative and the approximate \(p^*\) predictive densities (English)
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      4 October 2001
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      Akaike's criterion
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      misspecification statistic
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      natural exponential model
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      predictive sample reuse method
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      squared prediction error
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      cross-validation
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